+1,395.4%
ASML vs ENTG
+737.3%
+658.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.4% | +3.5% |
| 7D | -9.0% | -17.1% | +8.1% | +1.6% |
| 30D | -21.0% | -23.0% | +2.0% | -8.6% |
| 3M | -16.3% | -10.2% | -6.1% | -12.6% |
| 6M | -7.5% | -17.8% | +10.2% | -1.6% |
| YTD | +34.0% | +52.4% | -18.4% | -3.7% |
| 1Y | +39.3% | +49.8% | -10.5% | +0.2% |
| 3Y | +128.9% | +42.1% | +86.7% | +57.4% |
| 5Y | +76.1% | -10.2% | +86.3% | +52.1% |
| All | +1,395.4% | +737.3% | +658.1% | +321.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ENTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling